+41.5%
NU vs BRKR
-34.0%
+75.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -4.9% | -8.7% | +3.8% | -2.1% |
| 30D | +7.8% | -9.9% | +17.7% | +11.2% |
| 3M | +20.9% | -3.1% | +24.0% | +19.4% |
| 6M | +0.9% | +45.5% | -44.6% | -15.3% |
| YTD | -12.7% | +13.7% | -26.3% | -20.5% |
| 1Y | -6.4% | +67.4% | -73.8% | -27.8% |
| 3Y | +98.1% | -13.2% | +111.3% | +83.2% |
| All | +41.5% | -34.0% | +75.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BRKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling